+554.3%
SWKS vs ITUB
+1,733.1%
-1,178.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | -6.2% | +3.7% | -9.8% | -7.4% |
| 30D | -1.5% | -24.1% | +22.6% | +6.9% |
| 3M | +23.0% | -9.6% | +32.5% | +24.3% |
| 6M | +27.6% | -11.5% | +39.1% | +29.3% |
| YTD | +32.3% | +5.5% | +26.8% | +25.1% |
| 1Y | +20.1% | +9.9% | +10.3% | +11.7% |
| 3Y | +0.6% | +84.8% | -84.1% | -23.8% |
| 5Y | -42.3% | +182.6% | -225.0% | -64.5% |
| 10Y | +35.9% | +141.7% | -105.8% | -21.8% |
| All | +554.3% | +1,733.1% | -1,178.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling